There are some clues as the story goes along: "guttercub," "blue gray wolf would take me up by the scruff," "it felt like the change, like being alone with a man while in season."
They didn't just suddenly turn into werewolves. They were always werewolves, along with the rest of the Qobusun. Presumably that's part of why the Sinti are so hostile to them.
(And if this was that one episode of the old Ghostbusters cartoon, the Sinti themselves would be vampires.)